V-Lab: Novagold Resources Inc GJR-GARCH Volatility Analysis

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V-Lab

Novagold Resources Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:69.20% (-0.48%)

Analysis last updated: Thursday, May 2, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1051	6.25
$α$	0.0366	18.76
$β$	0.9399	508.33
$γ$	0.0470	6.20

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts